Price a convertible bond with par =$1000, conversion ratio =21, annual coupon rate =9.9%, and 2 years to maturity. The bond is callable at 101% par in year 1 , and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of 10%, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. t=0 t=1 t=2 70.96 58.27 50.80 50.80 41.79 Price a convertible bond with par =$1000, conversion ratio =21, annual coupon rate =9.9%, and 2 years to maturity. The bond is callable at 101% par in year 1 , and convertible from year 1 through maturity. Assume annual compounding, a constant one-year discount rate of 10%, and the following binomial model for stock price evolution. Round your answer to 2 decimal places. t=0 t=1 t=2 70.96 58.27 50.80 50.80 41.79